Fact sheet: ESA RPM Evolving CTA

Fund information

Fund name

ESA RPM Evolving CTA E-R SEK

Fund company manager

European SICAV Alliance

Fund type

SIB

Fund manager

Investment Committee

since 06/08/2014

Fund objective

The RPM Evolving CTA Fund’s objective is to achieve for its share-holders long-term capital appreciation primarily through trading on the worlds organized futures, options, spot and forward markets. The RPM Evolving CTA Fund will construct a diversified investment portfolio investing in Managed Futures which may comprise of, but is not limited to, Futures on indices, interest rates, currencies, metals, soft commodities, grains, energy and bonds. The RPM Evolving CTA Fund invests in CTA managers in their most promising development stage as identified by the investment manager. The Fund will allocate to three different CTA sub-strategies; Trend Following (TF), Short-Term (ST), and Fundamental (FT). Through a systematic investment process, the investment manager identifies CTAs that are in their so called “Evolving Phase”. This has historically proven to be the most promising period for CTA managers from a risk/return perspective. Typically, CTAs in the Evolving Phase have two to seven years of track record with $30 million to $2 billion in assets under management. Through active portfolio management, the investment manager will continuously monitor and manage allocations to underlying managers. The investment manager will replace managers in accordance with pre-set, non-performance based, criteria as well as on the basis of hard kick-out rules.